I don't think it was in Howard's writing. The most he said about either god (Erlik or Tarim) was to have Turanians swear by them. It may be an extrapulation from a pastiche where it is written that followers of the Tarim consider Lotus to be a sacred thing, reserved for true believers in the afterlife.
Interestingly, L. Sprague de Camp hinted that worshippers of Erlik may be cannibals. In The Flame Knife, (which de Camp rewrote from Howard's non-Conan Three Bladed Doom) de Camp says, 'Conan stooped and pushed back the Khitan's upper lip, showing the canine teeth filed to points. 'Another son of Erlik, the Yellow God of Death.'